+1,315.3%
AMAT vs VIG
+267.0%
+1,048.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +8.9% | +7.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -26.9% | +4.3% | -31.2% | -31.6% |
| 3M | -31.2% | +2.0% | -33.2% | -33.3% |
| 6M | -14.7% | +10.2% | -24.9% | -26.9% |
| YTD | +44.7% | +14.8% | +29.9% | +17.0% |
| 1Y | +62.0% | +17.5% | +44.5% | +26.4% |
| 3Y | +165.0% | +67.4% | +97.6% | +19.0% |
| 5Y | +147.1% | +63.4% | +83.7% | +20.3% |
| 10Y | +1,315.3% | +259.9% | +1,055.4% | +112.9% |
| All | +1,315.3% | +267.0% | +1,048.3% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling